Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
14.29%
decreased by 0.67%
1 Week
14.73%
decreased by 0.23%
1 Month
16.01%
increased by 1.05%
Analysis last updated: Wednesday, May 27, 2026 at 02:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 19.09 | |
| 0.0504 | 18.39 | |
| 0.8466 | 237.80 | |
| 0.1275 | 17.85 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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